Bias correction for the regression-based LM fractional integration test
Matei Demetrescu; Adina I. Tarcolea
| Year of publication: |
2008
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|---|---|
| Authors: | Demetrescu, Matei ; Tarcolea, Adina Ioana |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 92.2008, 1, p. 91-99
|
| Subject: | Lagrange Multiplier Test | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003650028